RSI2 w/ Lvgd ETFs v3 93 | 35 | 2012
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily RSI-based rotation between 3x-leveraged tech ETFs (TQQQ, SOXL, TECL) on an oversold TQQQ signal, or a defensive rotation to a single safe asset from a bond/defensive-basket chosen by lowest 10-day RSI, with equal cash weighting.
How it works- Daily rebalance between two modes.
- Mode 1 (risk-on): if the short-term momentum of TQQQ is very weak (RSI 2-period < 20), buy equal weights of three levered-tech ETFs: TQQQ, SOXL, TECL.
- Mode 2 (defensive): if the Trigger above is not true, screen a basket of safe assets (BSV, TLT, LQD, VBF, XLP, UGE, XLU, XLV, SPAB, ANGL) using a 10-day RSI. Pick the one with the lowest RSI (weakest momentum) and allocate to it with equal cash weighting.
- The tickers represent a mix of bonds and defensive sectors rather than broad equity exposure.
- Rebalance cadence is daily, which can lead to high turnover.
- The goal is to ride momentum in extreme oversold conditions on tech via leverage, or rotate into safer, defensive assets when momentum is weak.
Value propOut-of-sample Sharpe ~7 and annualized return ~746% vs the S&P. It uses extreme-oversold RSI to own 3x-levered tech, then rotates to safe bonds/sectors on momentum fade, with daily rebalancing for strong risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 1.47 | 0.3 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 514.39% | 13.99% | -1.77% | 0.2% | 0.87 | |
| 1,221,069.26% | 97.17% | 16.49% | 55.09% | 1.72 |
Initial Investment
$10,000.00
Final Value
$122,116,926.49Regulatory Fees
$479,908.52
Total Slippage
$3,392,526.82
Invest in this strategy
OOS Start Date
Dec 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum rotation, defensive asset rotation
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPAB
State Street SPDR Portfolio Aggregate Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGE
ProShares Ultra Consumer Staples
Stocks
VBF
INVESCO BOND FUND
Stocks